Euro Bund Future December 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 154.02 153.85 -0.17 -0.1% 156.34
High 154.56 154.17 -0.39 -0.3% 156.84
Low 153.66 152.77 -0.89 -0.6% 153.53
Close 154.03 153.20 -0.83 -0.5% 154.03
Range 0.90 1.40 0.50 55.6% 3.31
ATR 0.95 0.98 0.03 3.4% 0.00
Volume 59,082 333,972 274,890 465.3% 204,624
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.58 156.79 153.97
R3 156.18 155.39 153.59
R2 154.78 154.78 153.46
R1 153.99 153.99 153.33 153.69
PP 153.38 153.38 153.38 153.23
S1 152.59 152.59 153.07 152.29
S2 151.98 151.98 152.94
S3 150.58 151.19 152.82
S4 149.18 149.79 152.43
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 164.73 162.69 155.85
R3 161.42 159.38 154.94
R2 158.11 158.11 154.64
R1 156.07 156.07 154.33 155.44
PP 154.80 154.80 154.80 154.48
S1 152.76 152.76 153.73 152.13
S2 151.49 151.49 153.42
S3 148.18 149.45 153.12
S4 144.87 146.14 152.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.68 152.77 2.91 1.9% 1.20 0.8% 15% False True 99,991
10 156.84 152.77 4.07 2.7% 1.01 0.7% 11% False True 63,040
20 156.84 152.77 4.07 2.7% 0.87 0.6% 11% False True 33,994
40 156.84 149.90 6.94 4.5% 0.85 0.6% 48% False False 18,349
60 156.84 148.78 8.06 5.3% 0.87 0.6% 55% False False 12,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 160.12
2.618 157.84
1.618 156.44
1.000 155.57
0.618 155.04
HIGH 154.17
0.618 153.64
0.500 153.47
0.382 153.30
LOW 152.77
0.618 151.90
1.000 151.37
1.618 150.50
2.618 149.10
4.250 146.82
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 153.47 153.67
PP 153.38 153.51
S1 153.29 153.36

These figures are updated between 7pm and 10pm EST after a trading day.

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